Hybrid iterative refined restarted Lanczos bidiagonalization methods

被引：0

作者：

James Baglama

Vasilije Perović

Jennifer Picucci

机构：

[1] University of Rhode Island,Department of Mathematics and Applied Mathematical Sciences

[2] U.S. Army Engineer Research and Development Center,undefined

来源：

Numerical Algorithms | 2023年 / 92卷

关键词：

(Partial) Singular value decomposition; Iterative method; Large-scale computation; Refined Ritz; Lanczos bidiagonalization; 65F15; 65F50; 15A18;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

Presented are new hybrid restarted Lanczos bidiagonalization methods for the computation of a few of the extreme singular triplets of very large matrices. Restarting is carried out either by a thick-restarted scheme with Ritz vectors or explicitly with iterative refined Ritz vectors. Several criteria are used to determine which restarted process is to be used. Also presented, are MATLAB codes that implement the described algorithms along with numerous examples demonstrating our methods are competitive with other available routines.

引用

页码：1183 / 1212

页数：29

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